Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 3, 2016

Total Value ($000): $2,845,050 (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 17.0%

Value ($000) $484,398 Shares 2,256,372 Est. Cost $191.44 Unrealized —

XLK SELECT SECTOR SPDR TR 9.2%

Value ($000) $261,246 Shares 5,478,926 Est. Cost $8788.17 Unrealized —

XLI SELECT SECTOR SPDR TR 9.0%

Value ($000) $256,833 Shares 4,438,277 Est. Cost $11884.32 Unrealized —

XLE SELECT SECTOR SPDR TR 9.0%

Value ($000) $255,319 Shares 3,781,650 Est. Cost $12870.90 Unrealized —

XLB SELECT SECTOR SPDR TR 9.0%

Value ($000) $254,825 Shares 5,391,033 Est. Cost $9357.41 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value ($000) $253,227 Shares 3,183,352 Est. Cost $16054.57 Unrealized —

XLV SELECT SECTOR SPDR TR 8.9%

Value ($000) $253,141 Shares 3,494,106 Est. Cost $15098.41 Unrealized —

XLP SELECT SECTOR SPDR TR 8.9%

Value ($000) $252,912 Shares 4,770,775 Est. Cost $9840.02 Unrealized —

XLU SELECT SECTOR SPDR TR 8.8%

Value ($000) $251,729 Shares 5,038,632 Est. Cost $8600.16 Unrealized —

XLF SELECT SECTOR SPDR TR 7.2%

Value ($000) $205,754 Shares 10,728,004 Est. Cost $4849.52 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.8%

Value ($000) $22,683 Shares 603,761 Est. Cost $33.03 Unrealized —

IWM IShares ETF-Rus2000 0.8%

Value ($000) $21,684 Shares 176,000 Est. Cost $113.15 Unrealized —

EFA iShares MSCI EAFE ETF 0.7%

Value ($000) $21,071 Shares 358,400 Est. Cost $57.79 Unrealized —

BOND PIMCO ETF TR-TTL RTN ACTV ETF 0.6%

Value ($000) $18,074 Shares 167,456 Est. Cost $105.99 Unrealized —

TOTL SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF 0.5%

Value ($000) $14,251 Shares 283,601 Est. Cost $49.51 Unrealized —

— Twitter Inc 0.1%

Value ($000) $3,452 Shares 150,000 Est. Cost $37.72 Unrealized —

IEF ISHARES TR - 7-10 YR TREAS BD ETF 0.1%

Value ($000) $3,309 Shares 29,500 Est. Cost $110.58 Unrealized —

IEI ISHARES TR - 3-7 YR TREAS BD ETF 0.1%

Value ($000) $3,309 Shares 26,111 Est. Cost $125.98 Unrealized —

TLH ISHARES TR - 10-20 YR TRS ETF 0.1%

Value ($000) $3,309 Shares 22,752 Est. Cost $142.00 Unrealized —

— POWERSHARES QQQ TRUST 0.1%

Value ($000) $2,816 Shares 23,900 Est. Cost $106.79 Unrealized —

GLD SPDR Gold Trust 0.1%

Value ($000) $1,450 Shares 11,500 Est. Cost $112.86 Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $258 Shares 11,325 Est. Cost $21.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,256,372	$484,398	17.0%	$191.44	—	TR UNIT	78462F103
XLK	SELECT SECTOR SPDR TR	5,478,926	$261,246	9.2%	$8788.17	—	TECHNOLOGY	81369Y803
XLI	SELECT SECTOR SPDR TR	4,438,277	$256,833	9.0%	$11884.32	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	3,781,650	$255,319	9.0%	$12870.90	—	SBI INT-ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	5,391,033	$254,825	9.0%	$9357.41	—	SBI MATERIALS	81369Y100
XLY	SELECT SECTOR SPDR TR	3,183,352	$253,227	8.9%	$16054.57	—	SBI CONS DISCR	81369Y407
XLV	SELECT SECTOR SPDR TR	3,494,106	$253,141	8.9%	$15098.41	—	SBI HEALTHCARE	81369Y209
XLP	SELECT SECTOR SPDR TR	4,770,775	$252,912	8.9%	$9840.02	—	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	5,038,632	$251,729	8.8%	$8600.16	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	10,728,004	$205,754	7.2%	$4849.52	—	SBI INT-FINL	81369Y605
EEM	iShares MSCI Emerging Markets Indx ETF	603,761	$22,683	0.8%	$33.03	—	ETF	464287234
IWM	IShares ETF-Rus2000	176,000	$21,684	0.8%	$113.15	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	358,400	$21,071	0.7%	$57.79	—	ETF	464287465
BOND	PIMCO ETF TR-TTL RTN ACTV ETF	167,456	$18,074	0.6%	$105.99	—	ETF	72201R775
TOTL	SSGA ACTIVE ETF TR - SPDR TOTAL RETURN TACTICAL ETF	283,601	$14,251	0.5%	$49.51	—	ETF	78467V848
—	Twitter Inc	150,000	$3,452	0.1%	$37.72	—	Company	90184L102
IEF	ISHARES TR - 7-10 YR TREAS BD ETF	29,500	$3,309	0.1%	$110.58	—	ETF	464287440
IEI	ISHARES TR - 3-7 YR TREAS BD ETF	26,111	$3,309	0.1%	$125.98	—	ETF	464288661
TLH	ISHARES TR - 10-20 YR TRS ETF	22,752	$3,309	0.1%	$142.00	—	ETF	464288653
—	POWERSHARES QQQ TRUST	23,900	$2,816	0.1%	$106.79	—	ETF	73935A104
GLD	SPDR Gold Trust	11,500	$1,450	0.1%	$112.86	—	ETF	78463V107
FV	DORSEY WRT 5 ETF	11,325	$258	0.0%	$21.91	—	ETF	33738R605